Overview
What this challenge is about.
Port a Monte Carlo engine to CUDA for an asset manager, validate against CPU, and earn your verifiable certificate.
The scenario
The asset manager (regulated by SEC + FINRA) cannot ship intraday risk to the trading desk because the current 6-hour batch window only fits overnight.
The Brief
What you'll do, and what you'll demonstrate.
Port a CPU Monte Carlo risk engine to CUDA on 4x A100 GPUs, targeting at least 30x speedup with documented numerical-correctness vs the CPU baseline.
Earning criteria — what you'll demonstrate
- Port a real numerical workload from CPU to CUDA correctly
- Use cuRAND + thoughtful kernel design for coalesced memory access
- Validate numerical correctness across host + device implementations
- Conduct occupancy + roofline analysis to identify optimization headroom
Program Fit
Where this fits in your program.
Sharpens the same skills your degree expects you to demonstrate.
Aligned coursework coming soon.
Skills
Skills you'll demonstrate.
Each one shows up on your verified credential.
- Cuda
Apply cuda to solve real industry problems and demonstrate production-level capability.
- Monte Carlo
Apply monte carlo to solve real industry problems and demonstrate production-level capability.
- Gpu Programming
Apply gpu programming to solve real industry problems and demonstrate production-level capability.
- Curand
Apply curand to solve real industry problems and demonstrate production-level capability.
- Occupancy Analysis
Apply occupancy analysis to solve real industry problems and demonstrate production-level capability.
- Numerical Correctness
Apply numerical correctness to solve real industry problems and demonstrate production-level capability.
Careers
Career paths this challenge builds toward
Completing this challenge demonstrates skills that transfer directly to these roles: